Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets

Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets
In recent years, portfolio flows to emerging markets have become increasingly large and volatile. Using weekly portfolio fund flows data, the paper finds that their short-run dynamics are driven mostly by global "push" factors. To what extent do these cross-border flows and global risk aversion drive asset volatility in emerging markets? We use... READ MORE...

Publication date: August 2014
ISBN 9781498340229
$18.00

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